arXiv:2510.07084cs.LGcs.AI2025-10被引 1

用混合特征提升时间序列预测,更准更快

HTMformer: Hybrid Time and Multivariate Transformer for Time Series Forecasting

  • 设计双通道嵌入法,融合时序与多变量特征
  • 在8个真实数据集上精度超基线,计算量更低
  • 适合需要高效高精度预测的场景

基于Transformer的方法在时间序列预测中取得了显著成果。然而,现有Transformer在序列建模方面仍存在局限,容易过度强调时间依赖性,导致额外计算开销却未能带来相应性能提升。我们发现Transformer的性能高度依赖于嵌入方法对有效表征的学习能力。为此,我们提取多变量特征以增强嵌入层所捕捉的有效信息,生成更具丰富性和意义的多维嵌入表示,使基于Transformer的预测器能更好理解序列。具体而言,提出混合时序与多变量嵌入(HTME)模块,该模块结合轻量级时序特征提取单元与精心设计的多变量特征提取单元,提供互补特征,实现模型复杂度与性能之间的平衡。通过将HTME与Transformer架构结合,提出HTMformer,利用HTME提取器的增强特征提取能力构建轻量级预测器。在八个真实世界数据集上的实验表明,该方法在准确性和效率方面均优于现有基线。

原文摘要 · Abstract (English)

Transformer-based methods have achieved impressive results in time series forecasting. However, existing Transformers still exhibit limitations in sequence modeling as they tend to overemphasize temporal dependencies. This incurs additional computational overhead without yielding corresponding performance gains. We find that the performance of Transformers is highly dependent on the embedding method used to learn effective representations. To address this issue, we extract multivariate features to augment the effective information captured in the embedding layer, yielding multidimensional embeddings that convey richer and more meaningful sequence representations. These representations enable Transformer-based forecasters to better understand the series. Specifically, we introduce Hybrid Temporal and Multivariate Embeddings (HTME). The HTME extractor integrates a lightweight temporal feature extraction module with a carefully designed multivariate feature extraction module to provide complementary features, thereby achieving a balance between model complexity and performance. By combining HTME with the Transformer architecture, we present HTMformer, leveraging the enhanced feature extraction capability of the HTME extractor to build a lightweight forecaster. Experiments conducted on eight real-world datasets demonstrate that our approach outperforms existing baselines in both accuracy and efficiency.

时间序列Transformer特征提取轻量化

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